Title :
Utilization of many NNs for Constructing an intelligent decision support system for dealing Stocks
Author :
Baba, Norio ; Nin, Kou ; Komori, Yasuhiro ; Ryuu, Kokutan ; Kogawa, Keisuke
Author_Institution :
Inf. Sci., Osaka Kyoiku Univ., Osaka, Japan
Abstract :
In this paper, we propose a new DSS for dealing stocks which utilizes intelligently predictions (obtained by NNs) concerning the occurrence of Golden Cross (GC) & Dead Cross (DC), those concerning the increase (decrease) rate of future stock price several weeks ahead, and that regarding the relative position of the future stock price versus crossing point of GC (DC). Computer simulation results concerning the dealings of the Nikkei-225 during the last 15 years confirm the effectiveness of our approach.
Keywords :
decision support systems; financial data processing; neural nets; share prices; stock markets; DSS; Dead Cross; Golden Cross; Nikkei-225; computer simulation; future stock price increase rate; intelligent decision support system; neural nets; stock dealing; Computer simulation; Decision support systems; Information science; Intelligent systems; Neural networks; Stock markets; Dead Cross; Dealing on Credit; Golden Cross; Neural Networks; Nikkei-225; Prediction;
Conference_Titel :
ICCAS-SICE, 2009
Conference_Location :
Fukuoka
Print_ISBN :
978-4-907764-34-0
Electronic_ISBN :
978-4-907764-33-3
